Renewal Theory for Sampling Without Replacement
Neyman, Abraham
Ann. Probab., Tome 10 (1982) no. 4, p. 464-481 / Harvested from Project Euclid
Let $\pi$ be a finite set, $\lambda$ a probability measure on $\pi, 0 < x < 1$ and $a \in \pi$. Let $P(a, x)$ denote the probability that in a random order of $\pi, a$ is the first element (in the order) for which the $\lambda$-accumulated sum exceeds $x$. The main result of the paper is that for every $\varepsilon > 0$ there exist constants $\delta > 0$ and $K > 0$ such that if $\rho = \max_{a\in\pi} \lambda(a) < \delta$ and $\mathrm{K}\rho < x < 1 - \mathrm{K}\rho$ then $\sum_{a\in\pi} |P(a, x) - \lambda(a)| < \varepsilon$. This result implies a new variant of the classical renewal theorem, in which the convergence is uniform on classes of random variables.
Publié le : 1982-05-14
Classification:  Renewal theory,  sampling without replacement,  60K70,  60G30,  90E70
@article{1176993870,
     author = {Neyman, Abraham},
     title = {Renewal Theory for Sampling Without Replacement},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 464-481},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993870}
}
Neyman, Abraham. Renewal Theory for Sampling Without Replacement. Ann. Probab., Tome 10 (1982) no. 4, pp.  464-481. http://gdmltest.u-ga.fr/item/1176993870/